There are many hilarious moments that are only funny if you've been paying attention and understand where the character is coming from. There are also many tragic moments that would pass you by if you didn't know what came before. Many lines have double or even triple meanings. Watch this from the beginning, with a friend. Believe me, you will want to discuss each episode afterward to figure out some of the nuances of what happened.
The main Mad Man is the confident womanizer Don Draper, who is head of the Creative department at a mid-sized ad agency in 1960s Madison Avenue. I admit, at first I kind of hated him, but as the viewer learns more about him and his past, I learned to - not love him exactly - but like him and want to watch him endlessly. He is a complicated character who can be a very good man, but also a very bad man.
Don Draper is joined by a rich cast of supporting characters, many of whom deserve a show of their own: The ambitious young Campbell who is utterly sleazy most of the time, but has occasional moments of growth and even cuteness.Peggy Olson starts out as Draper's secretary, but her growth into a strong, confident woman mirrors what is happening for Woman in the 60's. Silver fox Stirling - he may be morally bankrupt but gets some of the best lines. I could go on . . .
The 60's clothes, hairstyles, decor, and current events provide an interesting backdrop for what is essentially a character piece. The setting provides both the occasional laugh (cigarettes being advertised as "healthy") and the more than occasional cringe (how could dumping trash from a picnic in the park right on the grass ever seem okay?!).
If you need fast-paced action or a laugh track, this definitely isn't the show for you. But, if you like character development and subtlety in your television shows, rent the first seasons on DVD and settle in. You won't regret it.